$161.64
-0.81 (-0.50%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 43.63% | Sharpe | 0.61 |
| Sortino | 1.01 |
| Beta | 0.11 | Correlation | 0.03 |
| Up capture | 119.82% | Down capture | 104.75% |
Relative Value shows 0.09 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −51.42% | Ulcer Index | 16.18 |
| MTD | 6.50% | QTD | 79.28% |
| YTD | −6.52% | Window (ann., 3.0y) | 18.99% |
| Skewness | 4.14 | Excess Kurtosis | 65.60 |
| Omega (θ=0) | 1.14 | Tail Ratio | 1.00 |
| Gain/Pain | 0.14 | Hit Rate | 52.53% |
| Win/Loss | 1.03 | Upside Potential | 0.51 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -3.33% | -7.49% | -4.42% | -6.29% |
| CVaR (ES) | -5.66% | -10.20% | -5.56% | -7.22% |
| VaR (Cornish-Fisher) | — | — | 3.34% | -22.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -51.42% | 2026-01-15 | 2026-06-30 | ongoing | 110 | — |
| -21.46% | 2023-12-01 | 2024-05-22 | 2024-07-16 | 118 | 36 |
| -20.59% | 2025-05-27 | 2025-08-01 | 2025-10-27 | 46 | 60 |
| -12.02% | 2025-02-28 | 2025-04-25 | 2025-05-12 | 39 | 11 |
| -9.96% | 2024-07-29 | 2024-08-07 | 2024-10-30 | 7 | 59 |
| -8.44% | 2024-11-11 | 2024-11-18 | 2025-01-30 | 5 | 48 |
| -7.89% | 2023-09-21 | 2023-10-25 | 2023-11-13 | 24 | 13 |
| -6.80% | 2025-01-30 | 2025-02-21 | 2025-02-26 | 15 | 3 |
| -5.35% | 2025-10-29 | 2025-11-17 | 2025-12-04 | 13 | 12 |
| -5.32% | 2025-12-26 | 2026-01-02 | 2026-01-05 | 4 | 1 |
Worst depth first · lengths in trading days.